Eldomiaty, Tarek Ibrahim; Charara, Sahar; Mostafa, Wael - In: Journal of Emerging Market Finance 10 (2011) 3, pp. 285-310
Since stocks’ systematic and unsystematic risks are considered the basic requirements to form an investment risk profile, this article develops a discriminant model to monitor the systematic and unsystematic risk in the Dubai Financial Market (DFM) general index. Three sectors are...